On the approximations of solutions to stochastic differential equations under polynomial condition

DOI10.2298/FIL2101011DMaRDI QIDQ5084993zbMATH OpenOpenAlexWikidataFDO

Authors Dušan D. Djordjević, Miljana Jovanović

Publication date 29 June 2022

Published in Filomat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2298/fil2101011d

zbMATH Keywords

stochastic differential equationsTaylor approximationpolynomial conditiona.s. convergence\(L^p\) convergence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• The almost sure asymptotic stability and boundedness of stochastic functional differential equations with polynomial growth condition
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Cited in

(8)

• A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching
• On stochastic partial differential equations with polynomial nonlinearities
• An approximate Taylor method for Stochastic Functional Differential Equations via polynomial condition
• On polynomial mixing and convergence rate for stochastic difference and differential equations
• A Taylor method for stochastic differential equations with time-dependent delay via the polynomial condition
• Polynomial approximations of a class of stochastic multiscale elasticity problems
• L ² convergence of smooth approximations of stochastic differential equations with unbounded coefficients
• Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations

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